Masoud Shirazi
Faculty of Economics, Allameh Tabataba’i University, Tehran, Iran
[ 1 ] - Reaction of Stock Market Index to Oil Price Shocks
T his study examines how oil price shocks interact with the stock market index within a nonlinear autoregressive distributed lag model in Iran. Based on quarterly data for the period from 1991 to 2017, the findings revealed statistically significant evidence of short-run and long-run asymmetric behavior of stock market index in response to the positive a...
Co-Authors